FLUCTUATIONS FOR ANNIHILATIONS OF BROWNIAN SPHERES

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:51

Article

PENROSE, MD

关键词: CHEMISTRY;    REACTION;    DIFFUSION;    BROWNIAN MOTION;    CENTRAL LIMIT THEOREM;    WHITE NOISE;    POISSON PROCESS;    U-STATISTICS;   

DOI  :  10.1016/0304-4149(94)90023-X

来源: Elsevier

【 摘 要 】

As a model for a diffusion-limited chemical reaction, we consider a large number N of spheres, of small radius r(N), which perform independent Brownian motions in Euclidean space and annihilate one another on contact. We consider the point process of annihilations, and show that according to the limiting behavior of r(N), this point process may converge weakly, either to a Poisson process or (after re-normalization) to white noise.

【 授权许可】

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